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Ratios de fonds propres et comportement des Banques

Published online by Cambridge University Press:  17 August 2016

Patrick Artus
Patrick Artus*
Affiliation:
Caisse des Dépôts et Consignations, Paris
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Résumé

On analyse l'effet sur les risques pris par les banques et la structure de leur actif de l'imposition d'un rapport minimal entre leurs fonds propres et les actifs qu'elles détiennent. Ces effets dépendent en particulier de la représentation du comportement des banques: comme une firme subissant un risque de faillite ou comme un agent économique réalisant un choix optimal de portefeuille. Ils résultent aussi de la nature de la règle de capitalisation, différenciée ou non, et du mode de rémunération des dépôts bancaires.

Summary

Summary

The effect of the existence of a minimum capital requirement for banks on the riskiness on their assets and on their portfolio structure is analyzed. Those effects depend in particular on the way bank's behavior is represented : as a firm facing a bankruptcy risk or as an economic agent making an optimal portfolio choice. They also result from the design of the minimum capital rule (is it differenciated according to the degree of risk of the various assets or not ?) and on the way the interest rate on bank deposits is fixed.

Keywords

311312314311312314
Type
Research Article
Information
Recherches Économiques de Louvain/ Louvain Economic Review , Volume 57 , Issue 2 , 1991 , pp. 189 - 204
Copyright
Copyright © Université catholique de Louvain, Institut de recherches économiques et sociales 1991 

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References

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